-1.6%
BLK vs USFD
+23.2%
-24.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -5.2% | -8.0% | +2.8% | -4.4% |
| 30D | -7.0% | -13.1% | +6.0% | -5.9% |
| 3M | +5.7% | +6.5% | -0.9% | +4.6% |
| 6M | +11.0% | +5.7% | +5.3% | +10.0% |
| YTD | +0.9% | +27.5% | -26.6% | -5.3% |
| 1Y | -1.6% | +23.4% | -25.1% | -5.4% |
| All | -1.6% | +23.2% | -24.8% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling